Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 99'213 | 99'213 | 46'313 CHF | 47'307 CHF | 100.00% | 100.00% |
14.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 99'390 | 99'390 | 44'407 CHF | 45'401 CHF | 99.99% | 99.99% |
13.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 99'390 | 99'390 | 45'216 CHF | 46'210 CHF | 100.00% | 100.00% |
10.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 99'390 | 99'390 | 50'127 CHF | 51'121 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 99'374 | 99'374 | 43'968 CHF | 44'962 CHF | 99.06% | 99.06% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 99'394 | 99'394 | 47'195 CHF | 48'189 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.44 CHF | 0.47 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 109'326 | 109'326 | 45'750 CHF | 46'843 CHF | 99.97% | 99.97% |
02.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 109'330 | 109'330 | 43'667 CHF | 44'761 CHF | 100.00% | 100.00% |
30.04.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 109'296 | 109'296 | 47'360 CHF | 48'454 CHF | 100.00% | 100.00% |